Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.216852 0.233189 0.250666 0.270838 0.293589 0.318582 0.348292
2026-01-04 0.199504 0.221597 0.246457 0.276784 0.313178 0.355970 0.410893
2026-01-11 0.182964 0.207970 0.237157 0.274269 0.320997 0.379033 0.458509
2026-01-18 0.172951 0.200476 0.233627 0.277346 0.334848 0.410032 0.519732
2026-01-25 0.159828 0.187837 0.222335 0.269051 0.332525 0.418849 0.551315
2026-02-01 0.148505 0.176478 0.211563 0.260124 0.327928 0.423314 0.576368
2026-02-08 0.141208 0.169656 0.205984 0.257384 0.331187 0.438757 0.619877
2026-02-15 0.138100 0.167953 0.206852 0.263283 0.346973 0.474193 0.701432
2026-02-22 0.132950 0.163187 0.203198 0.262376 0.352406 0.493982 0.759650
2026-03-01 0.127901 0.158247 0.198945 0.260172 0.355468 0.510032 0.813826
2026-03-08 0.122567 0.152637 0.193409 0.255620 0.354313 0.518664 0.855084
2026-03-15 0.117758 0.147519 0.188279 0.251285 0.353036 0.526765 0.896687
2026-03-22 0.115575 0.146053 0.188418 0.255192 0.365980 0.562591 1.008439
2026-03-29 0.114251 0.145710 0.190130 0.261615 0.383761 0.610090 1.162388
2026-04-05 0.110754 0.142097 0.186811 0.259769 0.386925 0.629638 1.253821
2026-04-12 0.108797 0.140605 0.186557 0.262824 0.399081 0.669220 1.413999
2026-04-19 0.104284 0.135209 0.180137 0.255276 0.391040 0.664961 1.445658
2026-04-26 0.099877 0.129827 0.173533 0.247074 0.381156 0.655547 1.459274
2026-05-03 0.097119 0.126786 0.170404 0.244561 0.381864 0.669812 1.555051
2026-05-10 0.096418 0.126759 0.171920 0.250026 0.398422 0.722949 1.810472
2026-05-17 0.094311 0.124542 0.169893 0.249192 0.402404 0.746909 1.972565
2026-05-24 0.092052 0.122019 0.167275 0.247157 0.403752 0.764579 2.120228
2026-05-31 0.089436 0.118876 0.163550 0.242946 0.400255 0.769369 2.215177